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Volumn 210, Issue 2, 2004, Pages 465-515

A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear Stochastic PDEs

Author keywords

Backward doubly SDEs; Malliavin calculus; Stochastic PDEs; Weak solutions; Wiener chaos decomposition

Indexed keywords


EID: 2442609874     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1236(03)00236-2     Document Type: Article
Times cited : (17)

References (16)
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  • 3
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    • Stochastic viscosity solutions for nonlinear stochastic partial differential equations, II
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  • 4
    • 0036630469 scopus 로고    scopus 로고
    • Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
    • R. Buckdahn, Y. Ma, Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs, Ann. Probab. 30 (3) (2002) 1131-1171.
    • (2002) Ann. Probab. , vol.30 , Issue.3 , pp. 1131-1171
    • Buckdahn, R.1    Ma, Y.2
  • 8
    • 0000254487 scopus 로고
    • Stochastic differential equations and stochastic flow of diffeomorphisms
    • École d'été de probabilités de Saint-Flour, Vol. XII, pp. 143-303 Springer, Berlin
    • H. Kunita, Stochastic differential equations and stochastic flow of diffeomorphisms, École d'été de probabilités de Saint-Flour, Vol. XII, pp. 143-303, Lecture Notes in Mathematics, Vol. 1097, Springer, Berlin, 1984.
    • (1984) Lecture Notes in Mathematics , vol.1097
    • Kunita, H.1
  • 10
    • 0034668477 scopus 로고    scopus 로고
    • Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
    • P.-L. Lions, P.E. Souganidis, Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations, C. R. Acad. Sci. Paris Sér. I Math. 331 (10) (2000) 783-790.
    • (2000) C. R. Acad. Sci. Paris Sér. I Math. , vol.331 , Issue.10 , pp. 783-790
    • Lions, P.-L.1    Souganidis, P.E.2
  • 12
    • 0002064777 scopus 로고
    • Filtrage non linéaire et équations aux dérivé es partielles associćes
    • École d' Été de Probabilités de Saint-Flour, Vol. XIX Springer, Berlin
    • E. Pardoux, Filtrage non linéaire et équations aux dérivées partielles associćes, École d' Été de Probabilités de Saint-Flour, Vol. XIX, Lecture Notes in Mathematics, Vol. 1464, Springer, Berlin, 1991, pp. 67-163.
    • (1991) Lecture Notes in Mathematics , vol.1464 , pp. 67-163
    • Pardoux, E.1
  • 13
    • 21344492007 scopus 로고
    • Backward doubly SDEs and system of semilinear SPDEs
    • E. Pardoux, S. Peng, Backward doubly SDEs and system of semilinear SPDEs, Probab. Theory Related Fields 98 (1994) 209-227.
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    • Pardoux, E.1    Peng, S.2
  • 16
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    • The Malliavin calculus
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    • Zakaï, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.